def optimize(solver_config, constraints, default, call_log, maximize, max_evals):
"""Emulates :func:`optunity.optimize`."""
replacements = comm._find_replacements(_illegal_keys, solver_config)
solver_config = comm._replace_keys(solver_config, replacements)
constraints = comm._replace_keys(constraints, replacements)
# prepare objective function
mgr = comm.EvalManager(replacements=replacements)
func = prepare_fun(mgr, constraints, default, call_log)
# make the solver
try:
solver = optunity.make_solver(**solver_config)
except (ValueError, KeyError) as e:
msg = {'error_msg': 'Unable to instantiate solver: ' + str(e)}
comm.send(comm.json_encode(msg))
print(solver_config, file=sys.stderr)
exit(1)
# solve problem
try:
solution, rslt = optunity.optimize(solver, func, maximize=maximize,
max_evals=max_evals, pmap=mgr.pmap)
except EOFError:
msg = {'error_msg': 'Broken pipe.'}
comm.send(comm.json_encode(msg))
exit(1)
# send solution and exit
result = rslt._asdict()
result['solution'] = solution
result_json = comm.json_encode(result)
comm.send(result_json)
exit(0)
def model_selection():
numparticles = 30
num_generations = 10
hpConstraints = {'logC':[-4, 3], 'logGamma':[-6, 0], 'logEpsilon':[-2, 1]}
solver = optunity.solvers.ParticleSwarm.ParticleSwarm(num_particles,
num_generations,
max_speed=None,
phi1=2.0,
phi2=2.0,
hpConstraints)
optimal_pars, _, _ = optunity.optimize(solver, svr_mse,
maximize = False, max_evals=300)
print(optimal_pars)
optimal_model = sklearn.svm.SVR(C=10 ** optimal_pars['logC'],
gamma=10 ** optimal_pars['logGamma'],
epsilon=10 ** optimal_pars['logEpsilon']
).fit(features, target)
joblib.dump(optimal_model, optimal_model_file)
def optimize(startin_point):
print "\nBegin optimization"
midpoint = startin_point
constraints = {'lat':[midpoint[0]-0.1 , midpoint[0]+0.1], 'lon': [midpoint[1]-0.1 , midpoint[1]+0.1]}
print "\tStarting from:\t\t", midpoint
print "\tCurrent distance:\t", function_to_optimize(midpoint[0], midpoint[1])[0]
for sname in optunity.available_solvers(): #['particle swarm']
#create a solver
suggestion = optunity.suggest_solver(num_evals=500, solver_name=sname, **constraints)
solver = optunity.make_solver(**suggestion)
#optimize the function
optimum = optunity.optimize(solver, function_to_optimize, maximize=False, max_evals=100)
print "\n\t==================================="
print "\tSolver name:\t", suggestion['solver_name']
print "\tMidpoint:\t", [optimum[0]['lat'], optimum[0]['lon']]
print "\tDistance:\t", optimum[1][0][0]
print "\tIterations:\t", optimum[1][1]['num_evals']
def optimize(solver_config, constraints, default, call_log, maximize,
max_evals):
"""Emulates :func:`optunity.optimize`."""
replacements = comm._find_replacements(_illegal_keys, solver_config)
solver_config = comm._replace_keys(solver_config, replacements)
constraints = comm._replace_keys(constraints, replacements)
# prepare objective function
mgr = comm.EvalManager(replacements=replacements)
func = prepare_fun(mgr, constraints, default, call_log)
# make the solver
try:
solver = optunity.make_solver(**solver_config)
except (ValueError, KeyError) as e:
msg = {'error_msg': 'Unable to instantiate solver: ' + str(e)}
comm.send(comm.json_encode(msg))
print(solver_config, file=sys.stderr)
exit(1)
# solve problem
try:
solution, rslt = optunity.optimize(solver,
func,
maximize=maximize,
max_evals=max_evals,
pmap=mgr.pmap)
except EOFError:
msg = {'error_msg': 'Broken pipe.'}
comm.send(comm.json_encode(msg))
exit(1)
# send solution and exit
result = rslt._asdict()
result['solution'] = solution
result_json = comm.json_encode(result)
comm.send(result_json)
exit(0)
#!/usr/bin/env python
# A simple smoke test for all available solvers.
import optunity
def f(x, y):
return x + y
solvers = optunity.available_solvers()
for solver in solvers:
# simple API
opt, _, _ = optunity.maximize(f, 100,
x=[0, 5], y=[-5, 5],
solver_name=solver)
# expert API
suggestion = optunity.suggest_solver(num_evals=100, x=[0, 5], y=[-5, 5],
solver_name=solver)
s = optunity.make_solver(**suggestion)
# without parallel evaluations
opt, _ = optunity.optimize(s, f)
# with parallel evaluations
opt, _ = optunity.optimize(s, f, pmap=optunity.pmap)
# A simple smoke test for all available solvers.
import optunity
def f(x, y):
return x + y
solvers = optunity.available_solvers()
for solver in solvers:
# simple API
opt, _, _ = optunity.maximize(f,
100,
x=[0, 5],
y=[-5, 5],
solver_name=solver)
# expert API
suggestion = optunity.suggest_solver(num_evals=100,
x=[0, 5],
y=[-5, 5],
solver_name=solver)
s = optunity.make_solver(**suggestion)
# without parallel evaluations
opt, _ = optunity.optimize(s, f)
# with parallel evaluations
opt, _ = optunity.optimize(s, f, pmap=optunity.pmap)
def main():
# open a socket if port [+ host] specified in commandline args
if len(sys.argv) > 1:
if sys.argv[1] == 'server':
port, server_socket = comm.open_server_socket()
print(port)
## flush is needed for R pipe():
sys.stdout.flush()
comm.accept_server_connection(server_socket)
else:
try:
port = int(sys.argv[1])
except ValueError as e:
print('Invalid socket port: ' + str(e))
sys.exit(1)
if len(sys.argv) > 2:
host = sys.argv[2]
else:
host = 'localhost'
comm.open_socket(port, host)
startup_json = comm.receive()
try:
startup_msg = comm.json_decode(startup_json)
if 'manual' in startup_msg:
solver_name = startup_msg['manual']
manual_request(solver_name)
elif 'generate_folds' in startup_msg:
import optunity.cross_validation as cv
cv_opts = startup_msg['generate_folds']
fold_request(cv_opts)
elif 'make_solver' in startup_msg:
solver_config = startup_msg['make_solver']
replacements = comm._find_replacements(_illegal_keys,
solver_config)
solver_config = comm._replace_keys(solver_config, replacements)
make_solver(solver_config)
elif 'maximize' in startup_msg or 'minimize' in startup_msg:
if startup_msg.get('maximize', False):
kwargs = startup_msg['maximize']
solve_fun = optunity.maximize
else:
kwargs = startup_msg['minimize']
solve_fun = optunity.minimize
max_or_min(solve_fun, kwargs, startup_msg.get('constraints', {}),
startup_msg.get('default', None),
startup_msg.get('call_log', None))
elif 'optimize' in startup_msg:
max_evals = startup_msg['optimize'].get('max_evals', 0)
maximize = startup_msg['optimize'].get('maximize', True)
# sanity check
if not 'solver' in startup_msg:
msg = {'error_msg': 'No solver specified in startup message.'}
comm.send(comm.json_encode(msg))
print(startup_msg, file=sys.stderr)
exit(1)
optimize(startup_msg['solver'], startup_msg.get('constraints', {}),
startup_msg.get('default', None),
startup_msg.get('call_log', None), maximize, max_evals)
else: # solving a given problem
mgr = comm.EvalManager()
func = optunity.wrap_constraints(
comm.make_piped_function(mgr),
startup_msg.get('default', None),
**startup_msg.get('constraints', {}))
if startup_msg.get('call_log', False):
func = optunity.wrap_call_log(func, startup_msg['call_log'])
else:
func = functions.logged(func)
maximize = startup_msg.get('maximize', True)
# instantiate solver
try:
solver = optunity.make_solver(startup_msg['solver'],
**startup_msg['config'])
except (ValueError, KeyError):
msg = {'error_msg': 'Unable to instantiate solver.'}
comm.send(comm.json_encode(msg))
print(startup_msg, file=sys.stderr)
exit(1)
except EOFError:
msg = {'error_msg': 'Broken pipe.'}
comm.send(comm.json_encode(msg))
exit(1)
# solve and send result
try:
solution, rslt = optunity.optimize(solver,
func,
maximize,
pmap=mgr.pmap)
except EOFError:
msg = {'error_msg': 'Broken pipe.'}
comm.send(comm.json_encode(msg))
exit(1)
result = rslt._asdict()
result['solution'] = solution
result_json = comm.json_encode(result)
comm.send(result_json)
exit(0)
except (ValueError, TypeError, AttributeError) as e:
msg = {'error_msg': str(e)}
comm.send(comm.json_encode(msg))
exit(1)
def main():
# open a socket if port [+ host] specified in commandline args
if len(sys.argv) > 1:
if sys.argv[1] == 'server':
port, server_socket = comm.open_server_socket()
print(port)
## flush is needed for R pipe():
sys.stdout.flush()
comm.accept_server_connection(server_socket)
else:
try:
port = int(sys.argv[1])
except ValueError as e:
print('Invalid socket port: ' + str(e))
sys.exit(1)
if len(sys.argv) > 2:
host = sys.argv[2]
else:
host = 'localhost'
comm.open_socket(port, host)
startup_json = comm.receive()
try:
startup_msg = comm.json_decode(startup_json)
if 'manual' in startup_msg:
solver_name = startup_msg['manual']
manual_request(solver_name)
elif 'generate_folds' in startup_msg:
import optunity.cross_validation as cv
cv_opts = startup_msg['generate_folds']
fold_request(cv_opts)
elif 'make_solver' in startup_msg:
solver_config = startup_msg['make_solver']
replacements = comm._find_replacements(_illegal_keys, solver_config)
solver_config = comm._replace_keys(solver_config, replacements)
make_solver(solver_config)
elif 'maximize' in startup_msg or 'minimize' in startup_msg:
if startup_msg.get('maximize', False):
kwargs = startup_msg['maximize']
solve_fun = optunity.maximize
else:
kwargs = startup_msg['minimize']
solve_fun = optunity.minimize
max_or_min(solve_fun, kwargs,
startup_msg.get('constraints', {}),
startup_msg.get('default', None),
startup_msg.get('call_log', None))
elif 'optimize' in startup_msg:
max_evals = startup_msg['optimize'].get('max_evals', 0)
maximize = startup_msg['optimize'].get('maximize', True)
# sanity check
if not 'solver' in startup_msg:
msg = {'error_msg': 'No solver specified in startup message.'}
comm.send(comm.json_encode(msg))
print(startup_msg, file=sys.stderr)
exit(1)
optimize(startup_msg['solver'],
startup_msg.get('constraints', {}),
startup_msg.get('default', None),
startup_msg.get('call_log', None),
maximize, max_evals)
else: # solving a given problem
mgr = comm.EvalManager()
func = optunity.wrap_constraints(comm.make_piped_function(mgr),
startup_msg.get('default', None),
**startup_msg.get('constraints', {})
)
if startup_msg.get('call_log', False):
func = optunity.wrap_call_log(func, startup_msg['call_log'])
else:
func = functions.logged(func)
maximize = startup_msg.get('maximize', True)
# instantiate solver
try:
solver = optunity.make_solver(startup_msg['solver'],
**startup_msg['config'])
except (ValueError, KeyError):
msg = {'error_msg': 'Unable to instantiate solver.'}
comm.send(comm.json_encode(msg))
print(startup_msg, file=sys.stderr)
exit(1)
except EOFError:
msg = {'error_msg': 'Broken pipe.'}
comm.send(comm.json_encode(msg))
exit(1)
# solve and send result
try:
solution, rslt = optunity.optimize(solver, func, maximize,
pmap=mgr.pmap)
except EOFError:
msg = {'error_msg': 'Broken pipe.'}
comm.send(comm.json_encode(msg))
exit(1)
result = rslt._asdict()
result['solution'] = solution
result_json = comm.json_encode(result)
comm.send(result_json)
exit(0)
except (ValueError, TypeError, AttributeError) as e:
msg = {'error_msg': str(e)}
comm.send(comm.json_encode(msg))
exit(1)
